Module net.finmath.lib

Package net.finmath.singleswaprate.model

package net.finmath.singleswaprate.model

Classes extending the regular analytic model, see net.finmath.marketdata.model, with the capacity to hold volatility cubes, see VolatilityCube.

Author:

Christian Fries, Roland Bachl

Interface Summary

Interface	Description
VolatilityCubeModel	A collection of objects representing analytic valuations.

Class Summary

Class	Description
AnalyticModelWithVolatilityCubes	Implementation of VolatilityCubeModel based on AnalyticModelFromCurvesAndVols.